# 复可微

注意要求点位于内部而不是边界

定义
对于复变函数 f:D(C)C,z0Df: D (\subset \mathbb C) \to \mathbb{C},\ z_0 \in D^\circ,如果极限

limzz0f(z)f(z0)zz0=(limζ0f(z0+ζ)f(z0)ζ)\lim_{z \to z_0} \frac{f(z) - f(z_0)}{z - z_0} = \left( \lim_{\zeta \to 0} \frac{f(z_0 + \zeta) - f(z_0)}{\zeta} \right)

存在,则称 ffz0z_0复可微,称该极限为 ffz0z_0 处的微分系数,记为 f(z0)f'(z_0)dfdz(z0)\frac{df}{dz}(z_0)

命题 四则性质与链式法则
若函数 f,gf,gz0z_0 处复可微,则

  • f+gf+gz0z_0 处复可微,且 (f+g)(z0)=f(z0)+g(z0)(f+g)'(z_0) = f'(z_0) + g'(z_0)
  • fgfgz0z_0 处复可微,且 (fg)(z0)=f(z0)g(z0)+f(z0)g(z0)(fg)'(z_0) = f'(z_0)g(z_0) + f(z_0)g'(z_0)
  • g(z0)0g(z_0) \neq 0,则 fg\frac{f}{g}z0z_0 处复可微,且

(fg)(z0)=f(z0)g(z0)f(z0)g(z0)(g(z0))2\left(\frac{f}{g}\right)'(z_0) = \frac{f'(z_0)g(z_0) - f(z_0)g'(z_0)}{(g(z_0))^2}

若函数 ffz0z_0 处复可微,且函数 ggf(z0)f(z_0) 处复可微,则复合函数 gfg \circ fz0z_0 处复可微,且

(gf)(z0)=g(f(z0))f(z0)(g \circ f)'(z_0) = g'(f(z_0)) \cdot f'(z_0)

证明

与实变函数相同,此处省略

对于全域可微的函数

定义
ffDD 上每一点都复可微,则称 ffDD全纯 (holomorphic)「正則」
特别地,D=CD = \mathbb{C} 时,称 ff整函数 (entire function)

# Cauchy-Riemann 方程

由于复平面与实二维平面同胚 CR2\mathbb C \cong \mathbb R^2
取同胚映射 J:R2C,J(x,y)=x+iyJ: \mathbb R^2 \to \mathbb C,\ J(x,y) = x + iy
则任意复变函数 f(z=x+iy):DCf(z=x+iy): D \to \mathbb C 都可以被视为实变函数 f~(x,y):=fJ:J1(D)C\tilde{f}(x,y) := f \circ J: J^{-1}(D) \to \mathbb C
f~\tilde{f} 的实部与虚部分别为 u,vu,\ v,即

f~(x,y)=u(x,y)+iv(x,y)\tilde{f}(x,y) = u(x,y) + iv(x,y)

可以看出,原复变函数转化为二元实变,复数值函数,再进一步被分解为两个实值二元函数 u,vu, v

u,vu, v 的性质完全足以控制 ff,复变函数的解析转变回实变函数

定理 Cauchy-Riemann 方程
以下条件等价:

  • ffz0z_0 处复可微
  • (u,v)(u,v)(x0,y0)(x_0,y_0) 处 Frechet 可微,且满足 Cauchy-Riemann 方程

ux(x0,y0)=vy(x0,y0)uy(x0,y0)=vx(x0,y0)\frac{\partial u}{\partial x}(x_0, y_0) = \frac{\partial v}{\partial y}(x_0, y_0) \\[6pt] \frac{\partial u}{\partial y}(x_0, y_0 ) = -\frac{\partial v}{\partial x}(x_0, y_0)

并且给出微分系数

f(z0)=ux(x0,y0)+ivx(x0,y0)=vy(x0,y0)iuy(x0,y0)f'(z_0) = \frac{\partial u}{\partial x}(x_0, y_0) + i \frac{\partial v}{\partial x}(x_0, y_0) = \frac{\partial v}{\partial y}(x_0, y_0) - i \frac{\partial u}{\partial y}(x_0, y_0)

证明

(\Rightarrow)
f(z0)=limw0f(z0+w)f(z0)w,z0:=x0+iy0f'(z_0) = \displaystyle \lim_{w \to 0} \frac{f(z_0+w) - f(z_0)}{w}, z_0 := x_0 + iy_0,等价于

limw0f(z0+w)f(z0)f(z0)ww=0\lim_{w \to 0} \frac{|f(z_0+w) - f(z_0) - f'(z_0)w|}{|w|} = 0

S:=f(z0+w)f(z0)f(z0)wS := f(z_0+w) - f(z_0) - f'(z_0)w,取

{h:=Re(w)k:=Im(w),{α:=Refβ:=Imf\begin{cases} h := \mathrm{Re}(w) \\ k := \mathrm{Im}(w) \end{cases},\quad \begin{cases} \alpha := \mathrm{Re} \circ f' \\ \beta := \mathrm{Im} \circ f' \end{cases}

则分子可写为

S=f(z0+w)f(z0)f(z0)w=u(x0+h,y0+k)+iv(x0+h,y0+k))f(z0+w)u(x0,y0)iv(x0,y0)f(z0)(α(x0,y0)+iβ(x0,y0))(h+ik)f(z0)w=u(x0+h,y0+k)u(x0,y0)(α(x0,y0)hβ(x0,y0)k)=:R+i(v(x0+h,y0+k)v(x0,y0)(β(x0,y0)h+α(x0,y0)k))=:I\begin{aligned} S &= f(z_0+w) - f(z_0) - f'(z_0)w \\ &= \underbrace{u(x_0 + h, y_0 + k) + iv(x_0 + h, y_0 + k))}_{f(z_0+w)} \underbrace{- u(x_0, y_0) - iv(x_0, y_0)}_{-f(z_0)} \underbrace{-(\alpha(x_0, y_0) + i\beta(x_0, y_0))(h + ik)}_{-f'(z_0)w} \\ &= \underbrace{u(x_0 + h, y_0 + k) - u(x_0, y_0) - (\alpha(x_0,y_0)h - \beta(x_0, y_0)k)}_{=: R} + i \underbrace{(v(x_0 + h, y_0 + k) - v(x_0, y_0) - (\beta(x_0,y_0)h + \alpha(x_0, y_0)k))}_{=: I} \end{aligned}

即原极限

limw0f(z0+w)f(z0)f(z0)ww=lim(h,k)(0,0)R2+I2h2+k2=0lim(h,k)(0,0)Rh2+k2=0condition1lim(h,k)(0,0)Ih2+k2=0condition2\lim_{w \to 0} \frac{|f(z_0+w) - f(z_0) - f'(z_0)w|}{|w|} = \lim_{(h,k) \to (0,0)} \frac{\sqrt{R^2 + I^2}}{\sqrt{h^2 + k^2}} = 0 \iff \underbrace{\lim_{(h,k) \to (0,0)} \frac{|R|}{\sqrt{h^2 + k^2}} = 0}_{\text{condition} \ 1} \wedge \underbrace{\lim_{(h,k) \to (0,0)} \frac{|I|}{\sqrt{h^2 + k^2}} = 0}_{\text{condition} \ 2}

其中,condition 1 等价于 uu(x0,y0)(x_0,y_0) 处 Frechet 可微,且

ux(x0,y0)=α(x0,y0),uy(x0,y0)=β(x0,y0)\frac{\partial u}{\partial x}(x_0, y_0) = \alpha(x_0, y_0),\quad \frac{\partial u}{\partial y}(x_0, y_0) = -\beta(x_0, y_0)

condition 2 等价于 vv(x0,y0)(x_0,y_0) 处 Frechet 可微,且

vx(x0,y0)=β(x0,y0),vy(x0,y0)=α(x0,y0)\frac{\partial v}{\partial x}(x_0, y_0) = \beta(x_0, y_0),\quad \frac{\partial v}{\partial y}(x_0, y_0) = \alpha(x_0, y_0)

得到 C-R 方程成立

(\Leftarrow)
由于 fJ=u+ivf \circ J = u + iv,则

f(z0+w)f(z0)=u(x0+h,y0+k)u(x0,y0)=:R+i(v(x0+h,y0+k)v(x0,y0))=:If(z_0 + w) - f(z_0) = \underbrace{u(x_0 + h, y_0 + k) - u(x_0, y_0)}_{=: R} + i\underbrace{(v(x_0 + h, y_0 + k) - v(x_0, y_0))}_{=:I}

R,IR, I 的一次近似展开

{RR1:=ux(x0,y0)h+uy(x0,y0)kII1:=vx(x0,y0)h+vy(x0,y0)k\begin{cases} R \approx R_1 := \frac{\partial u}{\partial x}(x_0, y_0) h + \frac{\partial u}{\partial y}(x_0, y_0) k \\ I \approx I_1 := \frac{\partial v}{\partial x}(x_0, y_0) h + \frac{\partial v}{\partial y}(x_0, y_0) k \end{cases}

由 C-R 方程可知 uy(x0,y0)=vx(x0,y0),ux(x0,y0)=vy(x0,y0)\frac{\partial u}{\partial y}(x_0, y_0) = -\frac{\partial v}{\partial x}(x_0, y_0), \ \frac{\partial u}{\partial x}(x_0, y_0) = \frac{\partial v}{\partial y}(x_0, y_0)

f(z0+w)f(z0)R1+iI1=(ux(x0,y0)+ivx(x0,y0))h+(uy(x0,y0)+ivy(x0,y0))k=(ux(x0,y0)+ivx(x0,y0))(h+ik)=CR(vy(x0,y0)iuy(x0,y0))(h+ik)\begin{aligned} f(z_0 + w) - f(z_0) &\approx R_1 + i I_1 \\ &= \left(\frac{\partial u}{\partial x}(x_0, y_0) + i \frac{\partial v}{\partial x}(x_0, y_0)\right) h + \left(\frac{\partial u}{\partial y}(x_0, y_0) + i \frac{\partial v}{\partial y}(x_0, y_0)\right) k \\ &= \left(\frac{\partial u}{\partial x}(x_0, y_0) + i \frac{\partial v}{\partial x}(x_0, y_0)\right) (h + ik) \\ &\stackrel{C-R}{=} \left(\frac{\partial v}{\partial y}(x_0, y_0) - i \frac{\partial u}{\partial y}(x_0, y_0)\right) (h + ik) \end{aligned}

所以

f(z0+w)f(z0)w(ux(x0,y0)+ivx(x0,y0))0(w0)\left| \frac{f(z_0 + w) - f(z_0)}{w} - \left(\frac{\partial u}{\partial x}(x_0, y_0) + i \frac{\partial v}{\partial x}(x_0, y_0)\right)\right| \to 0 \quad (w \to 0)

ffz0z_0 处复可微,且

f(z0)=ux(x0,y0)+ivx(x0,y0)(=vy(x0,y0)iuy(x0,y0))f'(z_0) = \frac{\partial u}{\partial x}(x_0, y_0) + i \frac{\partial v}{\partial x}(x_0, y_0) \left( = \frac{\partial v}{\partial y}(x_0, y_0) - i \frac{\partial u}{\partial y}(x_0, y_0)\right)

使用 C-R 方程前一定要记得 检查 Frechet 可微性,非常容易忘
以下是一个满足 C-R 方程,但是 Frechet 不可微从而导致不能复微分的例子

f(z)={(z)2z,z00,z=0f(z) = \begin{cases} \frac{(\overline z)^2}{z}, & z \neq 0 \\ 0, & z = 0 \end{cases}

证明

(满足 C-R 方程)
z=x+iyz = x + iyx=0x = 0f=(xiy)2x+iy=x33xy+y3ix2yx2+y2f = \frac{(x - iy)^2}{x + iy} = \frac{x^3 - 3xy + y -3ix^2y}{x^2 + y^2}
u=Ref=x33xy+yx2+y2,v=Imf=3x2yx2+y2u = \mathrm{Re} \circ f = \frac{x^3 - 3xy + y}{x^2 + y^2},\ v = \mathrm{Im} \circ f = \frac{-3x^2y}{x^2 + y^2}
计算偏导

ux=x4+6x2y3y2(x2+y2)2,uy=3x22xy+y2(x2+y2)2u_x = \frac{x^4 + 6x^2y - 3y^2}{(x^2 + y^2)^2},\quad u_y = \frac{-3x^2 - 2xy + y^2}{(x^2 + y^2)^2}

vx=6xy3(x2+y2)2,vy=3x4+3x2y2(x2+y2)2v_x = \frac{-6xy^3}{(x^2 + y^2)^2},\quad v_y = \frac{-3x^4 + 3x^2y^2}{(x^2 + y^2)^2}

代入原点,可得 C-R 方程

ux(0,0)=vy(0,0)=0uy(0,0)=vx(0,0)=0u_x(0,0) = v_y(0,0) = 0 \\ u_y(0,0) = -v_x(0,0) = 0

(Frechet 不可微)
(x,y)(0,0)(x,y) \to (0,0),考虑 u,vu,v 的微分系数
x=0x = 0

lim(x,y)(0,0)u(x,y)u(0,0)(x,y)=limy0yy20y=limy01yy=+\lim_{(x,y) \to (0,0)} \frac{\|u(x,y) - u(0,0)\|}{\|(x,y)\|} = \lim_{y \to 0} \frac{\frac{y}{y^2} - 0}{|y|} = \lim_{y \to 0} \frac{1}{y|y|} = +\infty

y=0y = 0

lim(x,y)(0,0)u(x,y)u(0,0)(x,y)=limx0x3x20x=limx0x=0\lim_{(x,y) \to (0,0)} \frac{\|u(x,y) - u(0,0)\|}{\|(x,y)\|} = \lim_{x \to 0} \frac{\frac{x^3}{x^2} - 0}{|x|} = \lim_{x \to 0} x = 0

所以 uu(0,0)(0,0) 处不满足 Frechet 可微
同理
x=0x = 0

lim(x,y)(0,0)v(x,y)v(0,0)(x,y)=limy000y=0\lim_{(x,y) \to (0,0)} \frac{\|v(x,y) - v(0,0)\|}{\|(x,y)\|} = \lim_{y \to 0} \frac{0 - 0}{|y|} = 0

y=xy = x

lim(x,y)(0,0)v(x,y)v(0,0)(x,y)=limx03x32x202x=limx03x22x=±322\lim_{(x,y) \to (0,0)} \frac{\|v(x,y) - v(0,0)\|}{\|(x,y)\|} = \lim_{x \to 0} \frac{\frac{-3x^3}{2x^2} - 0}{\sqrt{2}|x|} = \lim_{x \to 0} \frac{-3x}{2\sqrt{2}|x|} = \pm \frac{3}{2\sqrt{2}}

所以 vv(0,0)(0,0) 处也不满足 Frechet 可微
(复不可微)
Rez=0\mathrm{Re} z = 0

limz0f(z)f(0)z0=limiy0(iy)2iy0iy=limy0iyiy=1\lim_{z \to 0} \frac{f(z) - f(0)}{z - 0} = \lim_{iy \to 0} \frac{\frac{(iy)^2}{iy} - 0}{iy} = \lim_{y \to 0} \frac{iy}{iy} = 1

y=xy = x

limz0f(z)f(0)z0=limx0(xix)2x+ix0x+ix=limx0(1i)21+i=1i1\lim_{z \to 0} \frac{f(z) - f(0)}{z - 0} = \lim_{x \to 0} \frac{\frac{(x - ix)^2}{x + ix} - 0}{x + ix} = \lim_{x \to 0} \frac{(1 - i)^2}{1 + i} = 1 - i \neq 1

所以在原点处的复微分不存在 \quad \square

此外,由于以下等价条件在二元实数函数 u:DR,(x,y)u(x,y)u:D \to \mathbb R, (x,y) \mapsto u(x,y) 上成立:

{uD上可微uD上连续{ux,y偏导存在ux,uyD上连续\begin{cases} u \text{ 在 } D \text{ 上可微} \\ u' \text{ 在 } D \text{ 上连续} \\ \end{cases} \iff \begin{cases} u \text{ 对 } x,y \text{ 偏导存在} \\ u_x, u_y\text{ 在 } D \text{ 上连续} \\ \end{cases}

所以 Frechet 条件可以被放宽为 偏导存在且连续,即 C1C^1

特别地

命题
Ω\Omega 为领域,f:ΩCf: \Omega \to \mathbb{C}Ω\Omega 上正则
以下条件只要有一个成立,ffΩ\Omega 上恒为常数

  • zΩ,f(z)=0\forall z \in \Omega, f'(z) = 0
  • Re(f)\mathrm{Re}(f)Ω\Omega 上恒为常数
  • Im(f)\mathrm{Im}(f)Ω\Omega 上恒为常数
  • f|f|Ω\Omega 上恒为常数
证明

(1)
由 C-R 方程 f=ux+ivx=vyiuxf' = u_x + iv_x = v_y - iu_x,所以在 Ω\Omega

f0uxuy0,vxyy0u,v为常数f' \equiv 0 \iff u_x \equiv u_y \equiv 0, v_x \equiv y_y \equiv 0 \iff u,v \text{ 为常数}

ffΩ\Omega 上恒为常数
(2)
等价于 uu 为常数,即 uxuy0u_x \equiv u_y \equiv 0
由 C-R 方程得

{vx=uy=0vy=ux=0\begin{cases} v_x = -u_y = 0 \\ v_y = u_x = 0 \end{cases}

所以 vv 也为常数
(3)
与 (2) 相同
(4)
f(z)=c0|f(z)| = c \geq 0,若 c=0c=0f0f \equiv 0
c>0c \gt 0,则

c2=f2=u2+v2c^2 = |f|^2 = u^2 +v^2

分别对 x,yx, y 偏微分,通过代换 uy=vy,vy=uxu_y = -v_y, v_y = u_x

{0=uux+vvx0=uuy+vvy(00)=(uvvu)(uxvx)\begin{cases} 0 = u \cdot u_x + v \cdot v_x \\ 0 = u \cdot u_y + v \cdot v_y \end{cases} \iff \begin{pmatrix} 0 \\ 0 \end{pmatrix} = \begin{pmatrix} u & v \\ v & -u \end{pmatrix} \begin{pmatrix} u_x \\ v_x \end{pmatrix}

由于 u2+v2=c2>0u^2 + v^2 = c^2 \gt 0,所以此处矩阵为正则矩阵,方程仅有自明解 ux=vx=0u_x = v_x = 0
同样可得 uy=vy=0u_y = v_y = 0


事实上,对于在 DD 上正则的函数 ff,其实部,虚部部分 u,vu, v 都是 DD 上的调和函数 (Harmonic Function)
其中调和函数定义为

u为调和函数Δu=2ux2+2uy2=0u \text{ 为调和函数} \iff \Delta u = \frac{\partial^2 u}{\partial x^2} + \frac{\partial^2 u}{\partial y^2} = 0